Econometric Analysis of Weak Form of Market Efficiency

Econometric Analysis of Weak Form of Market Efficiency
By:Uttam B Sapate
Published on by Educreation Publishing

Econometric Analysis of Weak Form of Market Efficiency This book |Econometric Analysis of Weak Form of Market Efficiency| is an outcome of doctoral research work carried out on a large amount of stock market data using MATLAB software. It is a unique study wherein a battery of econometric tests has been applied to test the Indian stock market's weak form efficiency. This book consists of 6 chapters describing the concepts of market efficiency, econometric analysis and outcomes of the study. Each chapter deals with complex mathematical terminology in lucid and simple language for better understanding. This books aims at providing advance knowledge to the researches for application of econometric techniques to ascertain market efficiency. However, at the same time it is useful as a practical guide to the graduate / post graduate students of management, economics, and securities markets and engineering for carrying out desk research using MATLAB handling large amount of secondary data. The research outcomes are expected to be guiding force to investors, academicians, researchers in many ways wherein this work can further be extended.

This Book was ranked at 17 by Google Books for keyword markets and efficiency.

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